Search Results - subject:"ICAPM"

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Foreign economic policy uncertainty and U.S. equity returns

Jahan-Parvar, Mohammad R.; Kitsul, Yuriy; Rahman, Jamil; … - 2024 - This draft: September 2024

Persistent link: https://www.econbiz.de/10015271870

Distorted beliefs and asset prices

Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea; … - 2024

Persistent link: https://www.econbiz.de/10015130710

The risk-return tradeoff among equity factors

Barroso, Pedro; Maio, Paulo - In: Journal of empirical finance 78 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015132822

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Urbański, Stanisław; Leśkow, Jacek - In: Statistics in Transition New Series 21 (2020) 1, pp. 73-94

The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available on the Warsaw Stock Exchange. The authors introduce the three factor Fama-French model and its two modifications. They also apply the bootstrap method to evaluate the variability of...

Persistent link: https://www.econbiz.de/10012600219

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Urba´nski, Stanislaw; Leśkow, Jacek - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 73-94

Persistent link: https://www.econbiz.de/10012183556

The cost of equity capital in stock portfolios listed on the warsaw stock exchange using the classic CAPM

Urba´nski, Stanislaw - In: e-Finanse: Financial Internet Quarterly 15 (2019) 2, pp. 48-62

This work is an attempt to estimate the cost of equity capital characteristic among portfolios of companies listed on the Warsaw Stock Exchange in the years 1995-2017. To this end, the classic CAPM is used to estimate the cost of risk. Model tests are based on 252 monthly returns. In order to...

Persistent link: https://www.econbiz.de/10013466218